+1,086.5%
DIA vs MS
+1,283.8%
-197.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.4% | -1.9% |
| 7D | -1.6% | -3.4% | +1.8% | -0.7% |
| 30D | 0.0% | -3.9% | +3.9% | +1.0% |
| 3M | -4.9% | -15.9% | +11.0% | -0.5% |
| 6M | +5.0% | -2.5% | +7.5% | +5.4% |
| YTD | +8.2% | +5.1% | +3.1% | +6.0% |
| 1Y | +10.3% | +13.0% | -2.7% | +5.9% |
| 3Y | +58.4% | +160.7% | -102.3% | +19.6% |
| 5Y | +54.3% | +114.0% | -59.7% | +21.7% |
| 10Y | +248.6% | +637.5% | -388.9% | +94.6% |
| All | +1,086.5% | +1,283.8% | -197.3% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling